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Modify quantile method to provide smoother results #78

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merged 9 commits into from
Apr 3, 2020

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Rlamboll
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@Rlamboll Rlamboll commented Apr 1, 2020

Pull request

Please confirm that this pull request has done the following:

  • Tests added
  • Documentation added (where applicable)
  • Example added (either to an existing notebook or as a new notebook, where applicable)
  • Description in CHANGELOG.rst added

Adding to CHANGELOG.rst

Please add a single line in the changelog notes similar to one of the following:

- (`#XX <https://github.com/znicholls/silicone/pull/XX>`_) Added feature which does something
- (`#XX <https://github.com/znicholls/silicone/pull/XX>`_) Fixed bug identified in (`#YY <https://github.com/znicholls/silicone/issues/YY>`_)

@Rlamboll Rlamboll requested a review from znicholls April 2, 2020 21:51
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I haven't checked the math in the tests super carefully, let me know if you'd like that.

Also I think let's not change the name of the crunchers in this PR, but do a follow up where we do that for all the crunchers.

@@ -4,6 +4,7 @@ Changelog
master
------

- (`#78 <https://github.com/znicholls/silicone/pull/78>`_) Changed how quantile rolling windows works by adding an extra interpolate step for smoothness
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Suggested change
- (`#78 <https://github.com/znicholls/silicone/pull/78>`_) Changed how quantile rolling windows works by adding an extra interpolate step for smoothness
- (`#78 <https://github.com/znicholls/silicone/pull/78>`_) Updated ``DatabaseCruncherQuantileRollingWindows `` to use an extra interpolate step for smoothness

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The maths is super-fiddly, it should be ok though.

scripts/compare_crunchers.py Show resolved Hide resolved
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lgtm @Rlamboll

@Rlamboll Rlamboll merged commit 1eeffbd into master Apr 3, 2020
@Rlamboll Rlamboll deleted the modify_quantile branch April 3, 2020 09:05
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2 participants